Enum Level1Fields
- Namespace
- StockSharp.Messages
- Assembly
- StockSharp.Messages.dll
Level1 fields of market-data.
[DataContract]
public enum Level1Fields
- Extension Methods
Fields
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AccruedCouponIncome")] AccruedCouponIncome = 39
Accrued coupon income (ACI).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AfterSplit")] AfterSplit = 87
Price after split.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AsksCount")] AsksCount = 16
Number of asks.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AsksVolume")] AsksVolume = 15
Ask volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AveragePricePerSession")] AveragePrice = 31
Average price per session.
[EnumMember] [Display(Name = "ATR")] AverageTrueRange = 75
ATR.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BeforeSplit")] BeforeSplit = 88
Price before split.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAsk")] [Obsolete] BestAsk = 7
Best ask.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskPrice")] BestAskPrice = 36
Best ask price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskTime")] BestAskTime = 48
Best ask time.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskVolume")] BestAskVolume = 37
Best sell volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBid")] [Obsolete] BestBid = 6
Best bid.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidPrice")] BestBidPrice = 34
Best bid price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidTime")] BestBidTime = 47
Best bid time.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidVolume")] BestBidVolume = 35
Best buy volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Beta")] Beta = 74
Beta.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidsCount")] BidsCount = 14
Number of bids.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidsVolume")] BidsVolume = 13
Bids volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BuyBackDate")] BuyBackDate = 82
BuyBack date.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BuyBackPrice")] BuyBackPrice = 83
BuyBack price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Change")] Change = 33
Change,%.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ClosingPrice")] ClosePrice = 3
Closing price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CommissionMaker")] CommissionMaker = 90
Commission (maker).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CommissionTaker")] CommissionTaker = 89
Commission (taker).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponDate")] CouponDate = 94
Coupon date.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponPeriod")] CouponPeriod = 95
Coupon period.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponValue")] CouponValue = 93
Coupon value.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CurrentRatio")] CurrentRatio = 67
Liquidity (current).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Decimals")] Decimals = 79
Number of digits in price after coma.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Delta")] Delta = 18
Delta.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Dividend")] Dividend = 86
The dividend amount on shares.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Duration")] Duration = 80
Duration.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ExtendedInfo")] [Obsolete] ExtensionInfo = 26
Extended information.
[EnumMember] [Display(Name = "Float Short")] FloatShort = 62
Float Short.
[EnumMember] [Display(Name = "Forward P/E")] ForwardPriceEarnings = 53
Price target/profit.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Gamma")] Gamma = 19
Gamma.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "GrossMargin")] GrossMargin = 71
Assets margin (gross).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighAskPrice", Description = "HighAskPriceDesc")] HighAskPrice = 106
Highest ask during the session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighAskVolume", Description = "HighAskVolumeDesc")] HighAskVolume = 112
Volume of the highest ask.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidMax")] HighBidPrice = 40
Maximum bid during the session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighPrice")] HighPrice = 1
Highest price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighPrice52Week", Description = "HighPrice52WeekDesc")] HighPrice52Week = 116
The highest price for 52 weeks.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HistoricalVolatility")] HistoricalVolatility = 17
Volatility (historical).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolatilityMonth")] HistoricalVolatilityMonth = 77
Volatility (month).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolatilityWeek")] HistoricalVolatilityWeek = 76
Volatility (week).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Imbalance")] Imbalance = 102
Imbalance.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ImpliedVolatility")] ImpliedVolatility = 8
Volatility (implied).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Index")] Index = 101
Index.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "System")] IsSystem = 78
System info.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "IssueSize")] IssueSize = 81
Number of issued contracts.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTrade")] [Obsolete] LastTrade = 4
Last trade.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeId")] LastTradeId = 46
Last trade ID.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Initiator")] LastTradeOrigin = 50
Initiator of the last trade (buyer or seller).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradePrice")] LastTradePrice = 28
Last trade price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeStringId", Description = "LastTradeStringIdDesc")] LastTradeStringId = 118
Last trade ID (string).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeTime")] LastTradeTime = 43
Time of last trade.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Trend")] LastTradeUpDown = 49
Is tick ascending or descending in price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolume")] LastTradeVolume = 29
Last trade volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolumeHigh", Description = "LastTradeVolumeHighDesc")] LastTradeVolumeHigh = 108
Highest last trade volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolumeLow", Description = "LastTradeVolumeLowDesc")] LastTradeVolumeLow = 107
Lowest last trade volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LongTermDebtEquity")] LongTermDebtEquity = 69
Capital (long-term debt).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AskMin")] LowAskPrice = 41
Minimum ask during the session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowBidPrice", Description = "LowBidPriceDesc")] LowBidPrice = 105
Lowest bid during the session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowBidVolume", Description = "LowBidVolumeDesc")] LowBidVolume = 111
Volume of the lowest bid.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowPrice")] LowPrice = 2
Lowest price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowPrice52Week", Description = "LowPrice52WeekDesc")] LowPrice52Week = 117
The lowest price for 52 weeks.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarginBuy")] MarginBuy = 22
Initial margin to buy.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarginSell")] MarginSell = 23
Initial margin to sell.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarketPriceToday")] MarketPriceToday = 97
Market price (today).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarketPriceYesterday")] MarketPriceYesterday = 96
Market price (yesterday).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceMax")] MaxPrice = 12
Price (max).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MaxVolume")] MaxVolume = 104
Maximum volume allowed in order.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Median", Description = "MedianPrice")] MedianPrice = 115
Median price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceMin")] MinPrice = 11
Price (min).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MinVolume")] MinVolume = 91
Minimum volume allowed in order.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Lot")] Multiplier = 51
Lot multiplier.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OpenInterest")] OpenInterest = 10
Open interest.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OpenPrice")] OpenPrice = 0
Opening price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OperatingMargin")] OperatingMargin = 72
Assets margin.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OptionMargin", Description = "OptionMarginDesc")] OptionMargin = 109
Option margin leverage.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OptionSyntheticMargin", Description = "OptionSyntheticMarginDesc")] OptionSyntheticMargin = 110
Synthetic option position margin leverage.
[EnumMember] [Display(Name = "Payout")] Payout = 59
Payments.
[EnumMember] [Display(Name = "P/B")] PriceBook = 56
Price/sell.
[EnumMember] [Display(Name = "P/CF")] PriceCash = 57
Price/amount.
[EnumMember] [Display(Name = "P/E")] PriceEarnings = 52
Price/profit.
[EnumMember] [Display(Name = "PEG")] PriceEarningsGrowth = 54
Price/profit (increase).
[EnumMember] [Display(Name = "P/FCF")] PriceFreeCash = 58
Price/amount (free).
[EnumMember] [Display(Name = "P/S")] PriceSales = 55
Price/buy.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceStep")] PriceStep = 24
Minimum price step.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ProfitMargin")] ProfitMargin = 73
Profit margin.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "QuickRatio")] QuickRatio = 68
Liquidity (instantaneous).
[EnumMember] [Display(Name = "ROA")] ReturnOnAssets = 64
Return on assets.
[EnumMember] [Display(Name = "ROE")] ReturnOnEquity = 65
Return on equity.
[EnumMember] [Display(Name = "ROI")] ReturnOnInvestment = 66
Return on investment.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Rho")] Rho = 38
Rho.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "SettlementPrice")] SettlementPrice = 32
Settlement price.
Shares Float.
Number of shares.
[EnumMember] [Display(Name = "Short")] ShortRatio = 63
Short.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Spread")] SpreadMiddle = 85
The middle of spread.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "State")] State = 27
State.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "StepPrice")] StepPrice = 5
Step price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "TheorPrice")] TheorPrice = 9
Theoretical price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Theta")] Theta = 21
Theta.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "TotalDebtEquity")] TotalDebtEquity = 70
Capital (debt).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "NumOfTrades")] TradesCount = 44
Number of trades.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Turnover")] Turnover = 84
Turnover.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingBestAskPrice", Description = "UnderlyingBestAskPriceDesc")] UnderlyingBestAskPrice = 114
Underlying asset best ask price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingBestBidPrice", Description = "UnderlyingBestBidPriceDesc")] UnderlyingBestBidPrice = 113
Underlying asset best bid price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingMinVolume")] UnderlyingMinVolume = 92
Minimum volume allowed in order for underlying security.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Underlying")] UnderlyingPrice = 103
Underlying price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AveragePrice")] VWAP = 45
Average price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VWAPPrev")] VWAPPrev = 98
VWAP (prev).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Vega")] Vega = 20
Vega.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolumePerSession")] Volume = 30
Volume per session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolumeStep")] VolumeStep = 25
Minimum volume step.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Yield")] Yield = 42
Yield.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "YieldVWAP")] YieldVWAP = 99
Yield by VWAP.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "YieldVWAPPrev")] YieldVWAPPrev = 100
Yield by VWAP (prev).